| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 10.78% | -62.86% |
| Max Drawdown | -53.51% | -77.09% |
| Sharpe | 0.44 | -0.38 |
| Sortino | 0.67 | -0.54 |
| Payoff Ratio | 1.08 | 0.81 |
| Profit Factor | 1.1 | 0.95 |
| Common Sense Ratio | 1.34 | 0.86 |
| CPC Index | 0.58 | 0.39 |
| Tail Ratio | 1.22 | 0.91 |
| Outlier Win Ratio | 12.08 | 3.15 |
| Outlier Loss Ratio | 3.12 | 2.61 |
| Volatility (ann.) | 59.33% | 97.12% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.17 | -0.74 |
| Skew | 0.56 | 0.15 |
| Kurtosis | 6.76 | 0.98 |
| Expected Daily % | 0.02% | -0.23% |
| Expected Monthly % | 0.69% | -6.39% |
| Expected Yearly % | 5.25% | -39.06% |
| Kelly Criterion | 0.9% | -11.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -8.46% |
| Expected Shortfall (cVaR) | -5.04% | -8.46% |
| Year | 7175290:NEARUSD | 7175290:nearusd:triple_gx:lsma225_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -38.88 | 84.68 | -2.18 | + |
| 2025 | -39.23 | -40.01 | 1.02 | - |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| MTD | 5.1% | 38.65% |
| 3M | -1.68% | 44.92% |
| 6M | -40.01% | -48.26% |
| YTD | -40.01% | -39.23% |
| 1Y | -17.8% | -53.74% |
| 3Y (ann.) | 9.08% | -56.86% |
| 5Y (ann.) | 9.08% | -56.86% |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Max Drawdown | -53.51% | -77.09% |
| Longest DD Days | 179.0 | 425.0 |
| Avg. Drawdown | -12.36% | -40.17% |
| Avg. Drawdown Days | 35.0 | 214.0 |
| Recovery Factor | 0.2 | -0.82 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -53.51 | 179 |
| 2024-07-20 | 2024-11-11 | -31.67 | 114 |
| 2024-12-14 | 2025-01-21 | -11.43 | 38 |
| 2024-11-19 | 2024-11-22 | -8.95 | 3 |
| 2024-11-12 | 2024-11-16 | -7.04 | 4 |
| 2024-11-25 | 2024-12-12 | -6.79 | 17 |
| 2024-06-26 | 2024-07-15 | -4.66 | 19 |
| 2024-11-17 | 2024-11-18 | -4.21 | 1 |
| 2024-06-22 | 2024-06-25 | -4.09 | 3 |
| 2024-07-17 | 2024-07-19 | -3.41 | 2 |
| Metric | 7175290:nearusd:triple_gx:lsma225_35_25 | 7175290:NEARUSD |
|---|---|---|
| Best Day | 17.87% | 19.78% |
| Worst Day | -14.69% | -16.86% |
| Best Week | 28.3% | 28.3% |
| Worst Week | -16.69% | -30.59% |
| Best Month | 70.46% | 73.26% |
| Worst Month | -22.05% | -33.64% |
| Best Year | 84.68% | -38.88% |
| Worst Year | -40.01% | -39.23% |
| Avg. Up Day | 3.96% | 3.98% |
| Avg. Down Day | -3.68% | -4.89% |
| Avg. Up Week | 9.66% | 13.2% |
| Avg. Down Week | -6.71% | -11.54% |
| Avg. Up Month | 27.96% | 47.72% |
| Avg. Down Month | -11.74% | -14.82% |
| Win Days % | 48.59% | 49.88% |
| Win Month % | 50.0% | 20.0% |
| Win Week % | 48.65% | 40.62% |
| Win Quarter % | 66.67% | 16.67% |
| Win Year % | 50.0% | 0.0% |